NYMEX Light Sweet Crude Oil Future August 2016
| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
48.47 |
47.98 |
-0.49 |
-1.0% |
49.29 |
| High |
49.23 |
48.25 |
-0.98 |
-2.0% |
52.28 |
| Low |
47.79 |
46.44 |
-1.35 |
-2.8% |
49.20 |
| Close |
48.50 |
46.74 |
-1.76 |
-3.6% |
49.72 |
| Range |
1.44 |
1.81 |
0.37 |
25.7% |
3.08 |
| ATR |
1.39 |
1.44 |
0.05 |
3.4% |
0.00 |
| Volume |
285,231 |
370,737 |
85,506 |
30.0% |
1,072,286 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
52.57 |
51.47 |
47.74 |
|
| R3 |
50.76 |
49.66 |
47.24 |
|
| R2 |
48.95 |
48.95 |
47.07 |
|
| R1 |
47.85 |
47.85 |
46.91 |
47.50 |
| PP |
47.14 |
47.14 |
47.14 |
46.97 |
| S1 |
46.04 |
46.04 |
46.57 |
45.69 |
| S2 |
45.33 |
45.33 |
46.41 |
|
| S3 |
43.52 |
44.23 |
46.24 |
|
| S4 |
41.71 |
42.42 |
45.74 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
59.64 |
57.76 |
51.41 |
|
| R3 |
56.56 |
54.68 |
50.57 |
|
| R2 |
53.48 |
53.48 |
50.28 |
|
| R1 |
51.60 |
51.60 |
50.00 |
52.54 |
| PP |
50.40 |
50.40 |
50.40 |
50.87 |
| S1 |
48.52 |
48.52 |
49.44 |
49.46 |
| S2 |
47.32 |
47.32 |
49.16 |
|
| S3 |
44.24 |
45.44 |
48.87 |
|
| S4 |
41.16 |
42.36 |
48.03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
51.38 |
46.44 |
4.94 |
10.6% |
1.43 |
3.1% |
6% |
False |
True |
265,359 |
| 10 |
52.28 |
46.44 |
5.84 |
12.5% |
1.34 |
2.9% |
5% |
False |
True |
224,637 |
| 20 |
52.28 |
46.44 |
5.84 |
12.5% |
1.30 |
2.8% |
5% |
False |
True |
159,933 |
| 40 |
52.28 |
44.00 |
8.28 |
17.7% |
1.46 |
3.1% |
33% |
False |
False |
107,849 |
| 60 |
52.28 |
38.14 |
14.14 |
30.3% |
1.51 |
3.2% |
61% |
False |
False |
82,335 |
| 80 |
52.28 |
35.52 |
16.76 |
35.9% |
1.49 |
3.2% |
67% |
False |
False |
67,847 |
| 100 |
52.28 |
33.98 |
18.30 |
39.2% |
1.57 |
3.4% |
70% |
False |
False |
58,145 |
| 120 |
52.28 |
32.22 |
20.06 |
42.9% |
1.57 |
3.4% |
72% |
False |
False |
49,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
55.94 |
|
2.618 |
52.99 |
|
1.618 |
51.18 |
|
1.000 |
50.06 |
|
0.618 |
49.37 |
|
HIGH |
48.25 |
|
0.618 |
47.56 |
|
0.500 |
47.35 |
|
0.382 |
47.13 |
|
LOW |
46.44 |
|
0.618 |
45.32 |
|
1.000 |
44.63 |
|
1.618 |
43.51 |
|
2.618 |
41.70 |
|
4.250 |
38.75 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
47.35 |
47.86 |
| PP |
47.14 |
47.48 |
| S1 |
46.94 |
47.11 |
|